-33.0%
TSLL vs SAN
+12.6%
-45.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.3% |
| 7D | +17.8% | +4.0% | +13.8% | +14.0% |
| 30D | +8.2% | -7.8% | +16.1% | +15.6% |
| 3M | +20.9% | -16.4% | +37.2% | +41.5% |
| 6M | -37.5% | +3.5% | -41.0% | -37.0% |
| YTD | -44.5% | +6.7% | -51.2% | -46.6% |
| 1Y | -33.0% | +14.5% | -47.5% | -35.7% |
| All | -33.0% | +12.6% | -45.6% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling